Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-03 00:00:00+00:00 0.660473 0.746320 0.843953 0.964265 1.110009 1.282790 1.506087e+00
2024-11-10 00:00:00+00:00 0.575583 0.684649 0.818310 0.997488 1.236744 1.553492 2.019712e+00
2024-11-17 00:00:00+00:00 0.504573 0.622989 0.776373 0.995813 1.312872 1.774174 2.538965e+00
2024-11-24 00:00:00+00:00 0.454175 0.578334 0.746825 1.001902 1.397682 2.027469 3.205160e+00
2024-12-01 00:00:00+00:00 0.399377 0.519853 0.688930 0.955850 1.393237 2.140813 3.688788e+00
2024-12-08 00:00:00+00:00 0.356485 0.472606 0.640252 0.914632 1.386465 2.247480 4.214699e+00
2024-12-15 00:00:00+00:00 0.336149 0.455133 0.632657 0.935900 1.488955 2.585425 5.445094e+00
2024-12-22 00:00:00+00:00 0.323291 0.446975 0.637702 0.978137 1.638947 3.075112 7.462524e+00
2024-12-29 00:00:00+00:00 0.307233 0.432082 0.629915 0.996344 1.747125 3.520638 9.850938e+00
2025-01-05 00:00:00+00:00 0.291854 0.416643 0.619198 1.007107 1.842706 3.981959 1.297080e+01
2025-01-12 00:00:00+00:00 0.275209 0.397624 0.600230 0.999012 1.894957 4.355668 1.642437e+01
2025-01-19 00:00:00+00:00 0.254638 0.370579 0.564753 0.953428 1.849954 4.426241 1.848209e+01
2025-01-26 00:00:00+00:00 0.244568 0.360691 0.559453 0.970034 1.965794 5.094221 2.654944e+01
2025-02-02 00:00:00+00:00 0.236201 0.352939 0.557119 0.992484 2.104570 5.953249 4.096507e+01
2025-02-09 00:00:00+00:00 0.224558 0.338649 0.541282 0.983325 2.156423 6.529621 5.753952e+01
2025-02-16 00:00:00+00:00 0.215209 0.327666 0.530617 0.984146 2.238257 7.319729 8.904967e+01
2025-02-23 00:00:00+00:00 0.201074 0.307329 0.500335 0.935913 2.161139 7.305868 1.039238e+02
2025-03-02 00:00:00+00:00 0.188761 0.289583 0.473866 0.893748 2.094692 7.319535 1.232521e+02
2025-03-09 00:00:00+00:00 0.184056 0.285192 0.473193 0.912822 2.229632 8.570964 2.572362e+02
2025-03-16 00:00:00+00:00 0.181722 0.284891 0.480524 0.952490 2.448796 10.676747 9.723538e+02
2025-03-23 00:00:00+00:00 0.177266 0.280364 0.478833 0.969250 2.595290 12.588930 6.334037e+03
2025-03-30 00:00:00+00:00 0.172465 0.274885 0.474688 0.979060 2.721063 14.638291 7.389706e+08
2025-04-06 00:00:00+00:00 0.166453 0.266772 0.464353 0.970908 2.773996 16.176779 NaN